Welcome to my website! I am a postdoctoral researcher at the University of Chicago. My research develops statistical methods for causal inference, economics, and finance problems, and I work with Panos Toulis. I received my PhD from the University of Texas under the supervision of Carlos Carvalho.
My identical twin is a postdoc in applied math at the University of North Carolina. His website can be found here.
- P. Richard Hahn, Carlos M. Carvalho, David Puelz, Jingyu He (2018). Regularization and Confounding in Linear Regression for Treatment Effect Estimation. Bayesian Analysis.
- David Puelz, P. Richard Hahn, Carlos M. Carvalho (2017). Variable Selection in Seemingly Unrelated Regressions with Random Predictors. Bayesian Analysis.
- David Puelz. Regularization in Econometrics and Finance. Dissertation.
- Jared Fisher, Carlos Carvalho, David Puelz (2018). Monotonic Effects of Characteristics on Returns.
- David Puelz, P. Richard Hahn, Carlos M. Carvalho (2018). Portfolio Selection for Individual Passive Investing.
- David Puelz, Carlos M. Carvalho, P. Richard Hahn (2017). Optimal ETF Selection for Passive Investing.
- Posterior Summarization in Finance. University of Edinburgh. International Society for Bayesian Analysis World Meeting. Edinburgh, Scotland (2018).
- Regret-based Selection. Washington University in St. Louis. Seminar on Bayesian Inference in Econometrics and Statistics. St. Louis, MO (2017).
- Penalized Utility Estimators in Finance. The Wharton School, University of Pennsylvania. Seminar on Bayesian Inference in Econometrics and Statistics. Philadelphia, PA (2016).
- Decoupling Shrinkage and Selection in Finance. Goldman Sachs. New York, NY (2016).
- The ETF Tangency Portfolio. Washington University in St. Louis. Seminar on Bayesian Inference in Econometrics and Statistics. St. Louis, MO (2015).
- Betting Against β: A State-space Approach. UT McCombs. Austin, TX (2014).
- Dissertation Defense.
- Machine Learning in Finance. Quantitative Investing Strategies. Spring 2016.
- Beauty and Teaching. Pedagogy. Spring 2016.
- Mean-variance Portfolios. Quantitative Investing Strategies. Spring 2016.
- Betting Against β and The CAPM. Quantitative Investing Strategies. Spring 2015.